Abstract

Every second-order stationary process with index set {0, ±1, ±2, …} and zero autocorrelations at lags greater than one can be represented as a causal moving average of order one. On the other hand, there may not be a finite-order moving average representation of a stationary process which is indexed by the two-dimensional integer lattice and which has zero autocorrelations when at least one lag is greater than one. We investigate such processes.

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